exdex
cranv1.2.4Estimation of the Extremal Index. Performs frequentist inference for the extremal index of a stationary time series. Two types of methodology are used. One type is based on a model that relates the distribution of block maxima to the marginal distribution of series and leads to the semiparametric maxima estimators described in North
License GPL (>= 2)0 versions1 maintainers6 deps833 weekly dl
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curl https://depscope.dev/api/check/cran/exdexFirst published · 2026-01-11 10:51:52
Last updated · 2026-01-11T09:10:08+00:00